Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 316 CHF | 508 316 CHF | 100,00% | 100,00% |
25/09/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 777 CHF | 506 777 CHF | 100,00% | 100,00% |
24/09/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 674 CHF | 507 674 CHF | 100,00% | 100,00% |
23/09/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 260 CHF | 503 260 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 550 CHF | 504 550 CHF | 100,00% | 100,00% |
19/09/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 176 CHF | 506 176 CHF | 99,76% | 99,76% |
18/09/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 712 CHF | 500 712 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 101 CHF | 497 101 CHF | 100,00% | 100,00% |
11/09/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 451 CHF | 491 451 CHF | 100,00% | 100,00% |
10/09/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 988 CHF | 491 988 CHF | 100,00% | 100,00% |